A probe including at its distal extremity a tubular flexible sheath core supporting at least a winding forming a shock electrode and connected to an electrical conductor of connection extending in an internal lumen of the sheath core. In one embodiment of the invention, the sheath core extends axially without a solution of continuity in the area supporting the winding. In particular, the sheath core comprises cavities to receive and hold conducting inserts, of homologous size with cavities formed locally close to the ends of the winding, the insert being connected to the interior side to the electrical conductor, and on the external side to the corresponding extremity of winding. A longitudinal slit connects two cavities and allows, by elastic deformation of the sheath core, the introduction into the cavities and in the internal lumen of the unit formed by the final extremity of the electrical conductor beforehand equipped with its two inserts.